Ok so I just checked the wording in the chaos deamons index and not only can we freely take deamons in any list as our whole army has the chaos keyword but we can take the old versions with feel no pain and even the heralds. Also a strange side effect of the old emperor's children index, as you used to have to make lucius your warlord to be an EC army the rule says if lucius is your warlord you can only pick slaanesh deamons. But with our new codex he no longer has to be the warlord meaning that if he is not then technically we can take any deamon of any god
